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BBIB vs. IBTF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBIB vs. IBTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Betabuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). The values are adjusted to include any dividend payments, if applicable.

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BBIB vs. IBTF - Yearly Performance Comparison


2026 (YTD)202520242023
BBIB
Jpmorgan Betabuilders U.S. Treasury Bond 3-10 Year ETF
0.04%7.44%1.28%1.34%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
0.00%3.81%4.60%2.33%

Returns By Period


BBIB

1D
0.23%
1M
-1.59%
YTD
0.04%
6M
1.11%
1Y
4.24%
3Y*
5Y*
10Y*

IBTF

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.73%
1Y
2.88%
3Y*
3.59%
5Y*
1.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBIB vs. IBTF - Expense Ratio Comparison

Both BBIB and IBTF have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BBIB vs. IBTF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBIB
BBIB Risk / Return Rank: 6161
Overall Rank
BBIB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BBIB Sortino Ratio Rank: 6363
Sortino Ratio Rank
BBIB Omega Ratio Rank: 5151
Omega Ratio Rank
BBIB Calmar Ratio Rank: 7070
Calmar Ratio Rank
BBIB Martin Ratio Rank: 5757
Martin Ratio Rank

IBTF
IBTF Risk / Return Rank: 9999
Overall Rank
IBTF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTF Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTF Omega Ratio Rank: 9999
Omega Ratio Rank
IBTF Calmar Ratio Rank: 100100
Calmar Ratio Rank
IBTF Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBIB vs. IBTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Betabuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BBIBIBTFDifference

Sharpe ratio

Return per unit of total volatility

1.10

7.41

-6.31

Sortino ratio

Return per unit of downside risk

1.64

17.29

-15.65

Omega ratio

Gain probability vs. loss probability

1.20

4.32

-3.12

Calmar ratio

Return relative to maximum drawdown

1.82

82.67

-80.84

Martin ratio

Return relative to average drawdown

5.64

244.42

-238.78

BBIB vs. IBTF - Sharpe Ratio Comparison

The current BBIB Sharpe Ratio is 1.10, which is lower than the IBTF Sharpe Ratio of 7.41. The chart below compares the historical Sharpe Ratios of BBIB and IBTF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBIBIBTFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

7.41

-6.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.45

+0.26

Correlation

The correlation between BBIB and IBTF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBIB vs. IBTF - Dividend Comparison

BBIB's dividend yield for the trailing twelve months is around 3.98%, more than IBTF's 3.14% yield.


TTM202520242023202220212020
BBIB
Jpmorgan Betabuilders U.S. Treasury Bond 3-10 Year ETF
3.98%3.95%3.76%2.69%0.00%0.00%0.00%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
3.14%3.83%4.32%4.03%1.93%0.57%0.59%

Drawdowns

BBIB vs. IBTF - Drawdown Comparison

The maximum BBIB drawdown since its inception was -6.36%, smaller than the maximum IBTF drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for BBIB and IBTF.


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Drawdown Indicators


BBIBIBTFDifference

Max Drawdown

Largest peak-to-trough decline

-6.36%

-10.45%

+4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-0.04%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

Current Drawdown

Current decline from peak

-1.59%

0.00%

-1.59%

Average Drawdown

Average peak-to-trough decline

-1.67%

-3.42%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.01%

+0.77%

Volatility

BBIB vs. IBTF - Volatility Comparison

Jpmorgan Betabuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) has a higher volatility of 1.36% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that BBIB's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBIBIBTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

0.00%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

0.25%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

0.46%

+3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

2.39%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

2.60%

+2.22%